Publications

Filtered Results: 3 found

May 2014
Paper
Detecting Big Structural Breaks in Large Factor Models
Jesus Gonzalo, Liang Chen, Juan J. Dolado
Sept 2013
Paper
Summability of Stochastic Processes: A Generalization of Integration for Non-linear Processes
Vanessa Berenguer-Rico, Jesus Gonzalo
Jun 2013
Working Paper
Co-summability: From linear to non-linear co-integration
Vanessa Berenguer-Rico, Jesus Gonzalo